Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,134.25 |
1,141.50 |
7.25 |
0.6% |
1,113.75 |
High |
1,145.25 |
1,147.00 |
1.75 |
0.2% |
1,141.75 |
Low |
1,129.25 |
1,138.25 |
9.00 |
0.8% |
1,113.25 |
Close |
1,141.50 |
1,145.25 |
3.75 |
0.3% |
1,141.50 |
Range |
16.00 |
8.75 |
-7.25 |
-45.3% |
28.50 |
ATR |
12.88 |
12.59 |
-0.30 |
-2.3% |
0.00 |
Volume |
2,117,166 |
2,131,642 |
14,476 |
0.7% |
6,135,654 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.75 |
1,166.25 |
1,150.00 |
|
R3 |
1,161.00 |
1,157.50 |
1,147.75 |
|
R2 |
1,152.25 |
1,152.25 |
1,146.75 |
|
R1 |
1,148.75 |
1,148.75 |
1,146.00 |
1,150.50 |
PP |
1,143.50 |
1,143.50 |
1,143.50 |
1,144.50 |
S1 |
1,140.00 |
1,140.00 |
1,144.50 |
1,141.75 |
S2 |
1,134.75 |
1,134.75 |
1,143.75 |
|
S3 |
1,126.00 |
1,131.25 |
1,142.75 |
|
S4 |
1,117.25 |
1,122.50 |
1,140.50 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.75 |
1,208.00 |
1,157.25 |
|
R3 |
1,189.25 |
1,179.50 |
1,149.25 |
|
R2 |
1,160.75 |
1,160.75 |
1,146.75 |
|
R1 |
1,151.00 |
1,151.00 |
1,144.00 |
1,156.00 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,134.50 |
S1 |
1,122.50 |
1,122.50 |
1,139.00 |
1,127.50 |
S2 |
1,103.75 |
1,103.75 |
1,136.25 |
|
S3 |
1,075.25 |
1,094.00 |
1,133.75 |
|
S4 |
1,046.75 |
1,065.50 |
1,125.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,148.00 |
1,127.75 |
20.25 |
1.8% |
12.25 |
1.1% |
86% |
False |
False |
1,759,988 |
10 |
1,148.00 |
1,109.75 |
38.25 |
3.3% |
12.00 |
1.1% |
93% |
False |
False |
1,396,546 |
20 |
1,148.00 |
1,088.50 |
59.50 |
5.2% |
11.50 |
1.0% |
95% |
False |
False |
1,265,458 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.5% |
13.50 |
1.2% |
97% |
False |
False |
764,260 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
15.75 |
1.4% |
98% |
False |
False |
511,053 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
15.75 |
1.4% |
98% |
False |
False |
383,648 |
100 |
1,148.00 |
984.25 |
163.75 |
14.3% |
15.25 |
1.3% |
98% |
False |
False |
306,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.25 |
2.618 |
1,170.00 |
1.618 |
1,161.25 |
1.000 |
1,155.75 |
0.618 |
1,152.50 |
HIGH |
1,147.00 |
0.618 |
1,143.75 |
0.500 |
1,142.50 |
0.382 |
1,141.50 |
LOW |
1,138.25 |
0.618 |
1,132.75 |
1.000 |
1,129.50 |
1.618 |
1,124.00 |
2.618 |
1,115.25 |
4.250 |
1,101.00 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,144.50 |
1,142.50 |
PP |
1,143.50 |
1,140.00 |
S1 |
1,142.50 |
1,137.50 |
|